PLEASE do not use what this man is saying. If you germinate in a paper towel, when the tap root pops out, you can then plant it in your medium of choice. DO NOT use nutrients yet, as it cant get "worst" if your sprout is dead. You should start with 1/4-1/2 strength nutes about two weeks in, or when you find it necessary.
As far as your original qualm with the shell not falling off, some people wait, some people take it off themselves. If you are going to remove it, remove it EXTREMELY gently, as you dont want to permanently damage the sprout.
Hope i helped, and good luck.